More on the probable maximum loss

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Sep 1994 English Publisher:Springer Science and Business Media LLCJournal:Blätter der DGVFM, volume 21, pages 319-326 (issn: 0012-0200, eissn: 1864-0303,

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Authors: Kremer, Erhard;

doi: 10.1007/bf02808995

More on the probable maximum loss

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Abstract

Summary: A previous work of the author [ibid. 19, No. 3, 201-205 (1990; Zbl 0693.62087)] is continued. Some important statements on the general probable maximum loss (PML) are sketched and in the main part the general asymptotic probable maximum loss (APML) is introduced. Some typical results on the APML are presented and discussed.

Keywords

Applications of statistics to actuarial sciences and financial mathematics, general probable maximum loss, asymptotic probable maximum loss

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